ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
126-035 |
125-235 |
-0-120 |
-0.3% |
128-045 |
| High |
126-105 |
125-250 |
-0-175 |
-0.4% |
128-095 |
| Low |
125-195 |
125-115 |
-0-080 |
-0.2% |
125-170 |
| Close |
125-290 |
125-155 |
-0-135 |
-0.3% |
125-300 |
| Range |
0-230 |
0-135 |
-0-095 |
-41.3% |
2-245 |
| ATR |
0-233 |
0-229 |
-0-004 |
-1.8% |
0-000 |
| Volume |
12,206 |
18,886 |
6,680 |
54.7% |
511,517 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-258 |
126-182 |
125-229 |
|
| R3 |
126-123 |
126-047 |
125-192 |
|
| R2 |
125-308 |
125-308 |
125-180 |
|
| R1 |
125-232 |
125-232 |
125-167 |
125-202 |
| PP |
125-173 |
125-173 |
125-173 |
125-159 |
| S1 |
125-097 |
125-097 |
125-143 |
125-068 |
| S2 |
125-038 |
125-038 |
125-130 |
|
| S3 |
124-223 |
124-282 |
125-118 |
|
| S4 |
124-088 |
124-147 |
125-081 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-283 |
133-057 |
127-147 |
|
| R3 |
132-038 |
130-132 |
126-223 |
|
| R2 |
129-113 |
129-113 |
126-142 |
|
| R1 |
127-207 |
127-207 |
126-061 |
127-038 |
| PP |
126-188 |
126-188 |
126-188 |
126-104 |
| S1 |
124-282 |
124-282 |
125-219 |
124-112 |
| S2 |
123-263 |
123-263 |
125-138 |
|
| S3 |
121-018 |
122-037 |
125-057 |
|
| S4 |
118-093 |
119-112 |
124-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-260 |
125-115 |
1-145 |
1.2% |
0-240 |
0.6% |
9% |
False |
True |
31,928 |
| 10 |
128-105 |
125-115 |
2-310 |
2.4% |
0-223 |
0.6% |
4% |
False |
True |
282,551 |
| 20 |
128-105 |
125-115 |
2-310 |
2.4% |
0-222 |
0.6% |
4% |
False |
True |
965,139 |
| 40 |
129-310 |
125-115 |
4-195 |
3.7% |
0-220 |
0.5% |
3% |
False |
True |
1,126,693 |
| 60 |
130-010 |
125-115 |
4-215 |
3.7% |
0-211 |
0.5% |
3% |
False |
True |
1,071,790 |
| 80 |
130-010 |
125-115 |
4-215 |
3.7% |
0-220 |
0.5% |
3% |
False |
True |
1,034,146 |
| 100 |
130-200 |
125-115 |
5-085 |
4.2% |
0-225 |
0.6% |
2% |
False |
True |
828,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-184 |
|
2.618 |
126-283 |
|
1.618 |
126-148 |
|
1.000 |
126-065 |
|
0.618 |
126-013 |
|
HIGH |
125-250 |
|
0.618 |
125-198 |
|
0.500 |
125-182 |
|
0.382 |
125-167 |
|
LOW |
125-115 |
|
0.618 |
125-032 |
|
1.000 |
124-300 |
|
1.618 |
124-217 |
|
2.618 |
124-082 |
|
4.250 |
123-181 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-182 |
125-270 |
| PP |
125-173 |
125-232 |
| S1 |
125-164 |
125-193 |
|